+5.6%
CVS vs ALL
+42.7%
-37.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.9% | -15.4% | -12.9% |
| 7D | -11.1% | +7.5% | -18.6% | -12.2% |
| 30D | -7.4% | +19.7% | -27.2% | -10.4% |
| 3M | -22.9% | +2.9% | -25.8% | -23.4% |
| 6M | -1.2% | +23.5% | -24.7% | -4.6% |
| YTD | +3.9% | +31.1% | -27.3% | -3.0% |
| 1Y | +5.6% | +40.5% | -34.9% | -3.8% |
| All | +5.6% | +42.7% | -37.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling